Expensive-to-move types are rare in modern C++ usage. If you are concerned about the cost of the move, write both overloads:
void set_a(const A& a) { _a = a; }
void set_a(A&& a) { _a = std::move(a); }
or a perfect-forwarding setter:
template <typename T>
void set_a(T&& a) { _a = std::forward<T>(a); }
that will accept lvalues, rvalues, and anything else implicitly convertible to decltype(_a) without requiring extra copies or moves.
Despite requiring an extra move when setting from an lvalue, the idiom is not bad since (a) the vast majority of types provide constant-time moves and (b) copy-and-swap provides exception safety and near-optimal performance in a single line of code.